Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.18 19 55 33 0 0.08 1997 0.19 14 4 39 0 0.09 1998 0.12 0.2 18 10 33 4 0 0.12 1999 0.03 0.29 14 15 32 1 100 0.19 2000 0.22 0.41 11 22 32 7 42.9 1 0.09 0.21 2001 0.16 0.37 11 14 25 4 25 1 0.09 0.19 2002 0.36 0.42 21 21 22 8 75 2 0.1 0.2 2003 0.22 0.43 22 28 32 7 85.7 4 0.18 0.21 2004 0.14 0.49 28 19 43 6 50 6 0.21 0.26 2005 0.18 0.48 25 24 50 9 33.3 6 0.24 0.29 2006 0.19 0.54 22 6 53 10 20 3 0.14 0.28
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in year y D2Y: Number of articles published in y-1 plus y-2 C2Y: Cites in y to articles published in y-1 plus y-2 SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2 CiY: Cites in year y to documents published in year y IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:	Immediacy Index:
Documents published:	Citations received:

Most cited documents in this series:

(1) RePEc:msh:ebswps:1995-4 Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models. (1995).
Cited: 27 times.

(2) RePEc:msh:ebswps:1996-15 Computers and Productivity in France: Some Evidence. (1996).
Cited: 27 times.

(3) RePEc:msh:ebswps:1996-4 A Comparative Analysis of Different Estimatiors for Dynamic Panel data Models. (1996).
Cited: 15 times.

(4) RePEc:msh:ebswps:2003-7 A Monte Carlo Investigation of Some Tests for Stochastic Dominance (2003).
Cited: 12 times.

(5) RePEc:msh:ebswps:2000-3 Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models. (2000).
Cited: 9 times.

(6) RePEc:msh:ebswps:1999-8 Does International Trade Synchronize Business Cycles? (1999).
Cited: 7 times.

(7) RePEc:msh:ebswps:2005-15 Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study (2005).
Cited: 6 times.

(8) RePEc:msh:ebswps:1996-3 Testing for Structural Change in Cointegrated Regression Models: Some Comparisons and Generalizations. (1996).
Cited: 6 times.

(9) RePEc:msh:ebswps:2001-11 Prediction Intervals for Exponential Smoothing State Space Models. (2001).
Cited: 6 times.

(10) RePEc:msh:ebswps:1996-9 The Robustness of Estimators for Dynamic Panel Data Models to Misspecification. (1996).
Cited: 5 times.

(11) RePEc:msh:ebswps:1996-14 Growth Convergence: Some Panel Data Evidence. (1996).
Cited: 5 times.

(12) RePEc:msh:ebswps:2001-8 Strategy Similarity and Coordination. (2001).
Cited: 5 times.

(13) RePEc:msh:ebswps:2004-24 Inflation, Financial Development and Endogenous Growth (2004).
Cited: 4 times.

(14) RePEc:msh:ebswps:2000-4 Bayesian Soft Target Zones. (2000).
Cited: 4 times.

(15) RePEc:msh:ebswps:2002-18 Estimation of Hyperbolic Diffusion Using MCMC Method (2002).
Cited: 4 times.

(16) RePEc:msh:ebswps:2002-2 Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices. (2002).
Cited: 4 times.

(17) RePEc:msh:ebswps:2004-27 Value of Expertise For Forecasting Decisions in Conflicts (2004).
Cited: 3 times.

(18) RePEc:msh:ebswps:2002-17 A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options (2002).
Cited: 3 times.

(19) RePEc:msh:ebswps:2002-11 An Improved Method for Bandwidth Selection when Estimating ROC Curves (2002).
Cited: 3 times.

(20) RePEc:msh:ebswps:2004-19 Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small. (2004).
Cited: 3 times.

(21) RePEc:msh:ebswps:2003-18 Diversification Meltdown or the Impact of Fat tails on Conditional Correlation? (2003).
Cited: 3 times.

(22) RePEc:msh:ebswps:2005-2 Robust forecasting of mortality and fertility rates: a functional data approach (2005).
Cited: 3 times.

(23) RePEc:msh:ebswps:2003-5 Implicit Bayesian Inference Using Option Prices (2003).
Cited: 3 times.

(24) RePEc:msh:ebswps:2002-7 The DOGEV Model (2002).
Cited: 3 times.

(25) RePEc:msh:ebswps:2005-6 Exponential Smoothing Model Selection for Forecasting (2005).
Cited: 3 times.

(26) RePEc:msh:ebswps:2000-7 Bayesian Exponential Smoothing. (2000).
Cited: 3 times.

(27) RePEc:msh:ebswps:2004-8 Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions (2004).
Cited: 3 times.

(28) RePEc:msh:ebswps:1999-2 Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbournes Rainfall. (1999).
Cited: 3 times.

(29) RePEc:msh:ebswps:2003-12 Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves (2003).
Cited: 2 times.

(30) RePEc:msh:ebswps:1999-1 Forecasting Models and Prediction Intervals for the Multiplicative Holt-Winters Method. (1999).
Cited: 2 times.

(31) RePEc:msh:ebswps:1995-12 Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of Linear Regression Disturbances. (1995).
Cited: 2 times.

(32) RePEc:msh:ebswps:2003-3 Invertibility Conditions for Exponential Smoothing Models (2003).
Cited: 2 times.

(33) RePEc:msh:ebswps:2005-13 Another Look at Measures of Forecast Accuracy (2005).
Cited: 2 times.

(34) RePEc:msh:ebswps:2005-7 Time Series Forecasting: The Case for the Single Source of Error State Space (2005).
Cited: 2 times.

(35) RePEc:msh:ebswps:1998-17 Nonparametric Estimation and Symmetry Tests for Conditional Density Functions. (1998).
Cited: 2 times.

(36) RePEc:msh:ebswps:2004-14 Modelling Tobacco Consumption with a Zero-Inflated Ordered Probit Model (2004).
Cited: 2 times.

(37) RePEc:msh:ebswps:2005-4 Small Concentration Asymptotics and Instrumental Variables Inference (2005).
Cited: 2 times.

(38) RePEc:msh:ebswps:1994-2 Testing for Independence or Irrelevent Alternatives: Some Empirical Results. (1994).
Cited: 2 times.

(39) RePEc:msh:ebswps:2003-14 Bayesian Analysis of the Stochastic Conditional Duration Model (2003).
Cited: 2 times.

(40) RePEc:msh:ebswps:2006-2 A Complete VARMA Modelling Methodology Based on Scalar Components (2006).
Cited: 2 times.

(41) RePEc:msh:ebswps:1998-7 Nonparametric Seemingly Unrelated Regression (1998).
Cited: 2 times.

(42) RePEc:msh:ebswps:1997-1 Modelling Export Activity in a Multicountry Economic Area : The APEC Case. (1997).
Cited: 2 times.

(43) RePEc:msh:ebswps:2005-9 Determinants of Sovereign Ratings: A Comparison of Case-Based Reasoning and Ordered Probit Approaches (2005).
Cited: 2 times.

(44) RePEc:msh:ebswps:1994-6 One Sided Hypothesis Testing in Econometrics: A Survey. (1994).
Cited: 2 times.

(45) RePEc:msh:ebswps:2005-12 25 Years of IIF Time Series Forecasting: A Selective Review (2005).
Cited: 2 times.

(46) RePEc:msh:ebswps:1998-13 Lead Time demand for Simple Exponential Smoothing. (1998).
Cited: 2 times.

(47) RePEc:msh:ebswps:2006-4 VARMA versus VAR for Macroeconomic Forecasting (2006).
Cited: 2 times.

(48) RePEc:msh:ebswps:2000-5 Implicit Bayesian Inference Using Option Prices. (2000).
Cited: 2 times.

(49) RePEc:msh:ebswps:2006-19 Modelling and forecasting Australian domestic tourism (2006).
Cited: 1 times.

(50) RePEc:msh:ebswps:2001-5 Unmasking the Theta Method. (2001).
Cited: 1 times.

Recent citations received in: | 2006 | 2005 | 2004 | 2003

Recent citations received in: 2006

(1) RePEc:lev:wrkpap:wp_471 Population Forecasts, Fiscal Policy, and Risk (2006). Levy Economics Institute, The / Economics Working Paper Archive

(2) RePEc:msh:ebswps:2006-2 A Complete VARMA Modelling Methodology Based on Scalar Components (2006). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

(3) RePEc:msh:ebswps:2006-4 VARMA versus VAR for Macroeconomic Forecasting (2006). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

Recent citations received in: 2005

(1) RePEc:cwl:cwldpp:1540 A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation (2005). Cowles Foundation, Yale University / Cowles Foundation Discussion Papers

(2) RePEc:fgv:epgewp:591 The Contagion Effect of Public Debt on Monetary Policy: The Brazilian Experience (2005). Graduate School of Economics, Getulio Vargas Foundation (Brazil) / Economics Working Papers (Ensaios Economicos da EPGE)

(3) RePEc:fgv:epgewp:597 Special Interests and Political Business Cycles (2005). Graduate School of Economics, Getulio Vargas Foundation (Brazil) / Economics Working Papers (Ensaios Economicos da EPGE)

(4) RePEc:msh:ebswps:2005-13 Another Look at Measures of Forecast Accuracy (2005). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

(5) RePEc:msh:ebswps:2005-5 A Pedants Approach to Exponential Smoothing (2005). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

(6) RePEc:msh:ebswps:2005-7 Time Series Forecasting: The Case for the Single Source of Error State Space (2005). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

Recent citations received in: 2004

(1) RePEc:ecm:ausm04:126 Beta Risk and Regime Shift in Market Volatility (2004). Econometric Society / Econometric Society 2004 Australasian Meetings

(2) RePEc:msh:ebswps:2004-23 Inflation, Financial Development and Growth in Transition Countries (2004). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

(3) RePEc:msh:ebswps:2004-26 Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors (2004). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

(4) RePEc:msh:ebswps:2004-29 Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model (2004). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

(5) RePEc:wpa:wuwpfi:0406010 A survey on risk-return analysis (2004). EconWPA / Finance

(6) RePEc:wpa:wuwpfi:0406012 Beta Risk and Regime Shift in Market Volatility (2004). EconWPA / Finance

Recent citations received in: 2003

(1) RePEc:dgr:eureri:30001042 Stress Testing with Students t Dependence (2003). Erasmus Research Institute of Management (ERIM), RSM Erasmus University / Research Paper

(2) RePEc:msh:ebswps:2003-17 Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices: Application of a Bivariate Kalman Filter (2003). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

(3) RePEc:pen:papers:03-010 Firm Turnover in Imperfectly Competitive Markets (2003). Penn Institute for Economic Research, Department of Economics, University of Pennsylvania / PIER Working Paper Archive

(4) RePEc:smu:ecowpa:0509 Evaluating Dominance Ranking of PSID Incomes by various Household Attributes (2003). Southern Methodist University, Department of Economics / Departmental Working Papers

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